+62.3%
CF vs QSR
+29.1%
+33.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +0.9% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | +18.1% | +5.9% | +12.2% | +17.9% |
| 3M | +23.4% | +10.5% | +12.9% | +22.7% |
| 6M | +17.1% | +7.7% | +9.4% | +17.3% |
| YTD | +76.2% | +16.8% | +59.4% | +74.8% |
| 1Y | +62.3% | +30.9% | +31.4% | +61.8% |
| All | +62.3% | +29.1% | +33.1% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling